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doi: 10.1111/j.1365-246X.2011.05073.x
of GeoSciences, The University of Edinburgh, Grant Institute, The Kings Buildings, West Mains Road, Edinburgh, EH9 3JW, UK.
E-mail: t.e.guest@sms.ed.ac.uk
2 ECOSSE (Edinburgh Collaborative of Subsurface Science and Engineering)
Accepted 2011 May 5. Received 2011 May 5; in original form 2010 July 23
1 I N T RO D U C T I O N
Large sums of money are invested every year in geophysical surveys
and experiments by both academia, governmental organizations and
industry to constrain physical properties of the Earths subsurface.
Before any data is collected a survey design process must be performed, the aim of which is to maximize the amount of target
information we expect to record whilst also taking into account any
physical, logistical and cost constraints that define bounds on the
types of experiments that are feasible. Maximizing the amount of
information we expect to record often trades off with minimizing
the cost of the survey. For this reason, optimizing the design of the
survey in terms of cost, logistics and the information the survey is
expected to provide becomes of critical importance to maximizing
return on investment (Maurer & Boerner 1998a; Curtis & Maurer
2000).
Statistical experimental design (SED), a mature field of statistics,
is focused on the development of methods to design experiments (or
surveys) so as to maximize information, typically by minimizing
the expected post-experimental uncertainties on parameters of interest whilst satisfying other necessary constraints. Although SED
is an established methodology in other scientific fields, the majority
of designs of experiments in the geosciences are based on heuris
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GJI Seismology
SUMMARY
The principal aim of performing a survey or experiment is to maximize the desired information
within a data set by minimizing the post-survey uncertainty on the ranges of the model parameter values. Using Bayesian, non-linear, statistical experimental design (SED) methods we
show how industrial scale amplitude variations with offset (AVO) surveys can be constructed
to maximize the information content contained in AVO crossplots, the principal source of
petrophysical information from seismic surveys. The design method allows offset dependent
errors, previously not allowed in non-linear geoscientific SED methods. The method is applied to a single common-midpoint gather. The results show that the optimal design is highly
dependent on the ranges of the model parameter values when a low number of receivers is
being used, but that a single optimal design exists for the complete range of parameters once
the number of receivers is increased above a threshold value. However, when acquisition and
processing costs are considered we find that a design with constant spatial receiver separation
survey becomes close to optimal. This explains why regularly-spaced, 2-D seismic surveys
have performed so well historically, not only from the point of view of noise attenuation and
imaging in which homogeneous data coverage confers distinct advantages, but also to provide
data to constrain subsurface petrophysical information.
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(1)
2 METHOD
We first define precisely the type of parameters of interest in our
study, the data type with which their values are to be estimated, and
the so-called forward function F relating the parameters (m) and
data (d). We then specify how the amount of available information
about the parameters can be measured or quantified.
2.1 The amplitude versus offset (AVO) crossplot
The amplitude of a seismic wave initially of unit amplitude which
is reflected from a subsurface boundary between two geological
layers at depth is a function of the incident angle of the wave at
the boundary, the density i and the elastic media properties summarized by the P-wave velocity i , and S-wave velocity i , for an
isotropic medium of layers i = 1, 2 above and below the boundary,
respectively. The recorded amplitudes of the reflected (and transmitted) waves (after accounting for geometrical spreading effects
during propagation) are given by the solution to the non-linear,
simultaneous Zoeppritz equations (Zoeppritz 1919).
Castagna & Swan (1997) introduced the notion of AVO crossplotting, where an estimate of the normal incidence P-wave reflection
coefficient (the so-called AVO intercept) is plotted against a measure of the offset-dependent reflectivity (the AVO gradient). In the
majority of cases the AVO intercept A, and gradient B, are calculated using the Shuey (1985) two-term approximation, which is
valid up to incident angles of approximately 30 ,
R () A + B sin2 ,
(2)
The method presented is used to optimize the information contained within AVO crossplots directly, bringing the acquisition design stage much closer to the standard seismic processing flow
than in previous work (van den Berg et al. 2003, 2005; Guest &
Curtis 2009) in which a full inversion of the Zoeppritz equations
was assumed. We also show how to integrate variable data errors in
the design stage which has not before been included in non-linear
Geoscientific design problems. We illustrate how the methods can
be used to optimize a survey design for a common midpoint gather,
and how varying the prior subsurface knowledge and number or
receivers alters the optimal design. Finally we analyse the information gain from the optimized survey design over industry-standard
designs. The results explain why standard industrial designs have
been so successful in constraining subsurface petrophysical information.
(d|m, ) (m)
,
(m|d, ) =
(d| )
(4)
where (d|m, ) represents a pdf of the data d that would be observed given true parameter values m and survey design , (m)
is a pdf representing the prior information on parameters m, and
(d| ) is the marginal distribution over observed data and contains
all information about which data are likely to be recorded during
survey (Tarantola 2005).
The optimal receiver density profile corresponds to the design
that maximizes the information expected to be contained in the
posterior parameter pdf in eq. (4). Shewry & Wynn (1987) showed
that a suitable information measure
( ) can be defined as
(5)
& Wynn (1987) showed that eq. (5) represents a measure of the
parameter information expected to be gained by performing the experiment. The design measure combines the uncertainty embodied
in the marginal distribution (d| ) which represents the probability distribution of the data d (AVO intercept and gradient values)
given a specific survey design (the first term on the right), and the
average data uncertainty Ent { (d|m, )} over all possible models
given the same specific survey design (second term on the right).
In cases where the data error is not design dependent, this second
integral term in eq. (5) can be assumed constant. See Guest & Curtis
(2009, 2010) for a more complete mathematical development in a
Geophysical context.
Essentially Shewry & Wynn (1987) showed that the prior data
space uncertainty as defined by eq. (5) is directly related to the
expected, post-experimental model space information: maximizing
the former with respect to design also maximizes the latter. Most
importantly though, to calculate
( ) in eq. (5) only requires that the
prior information on parameters (m) is projected through the physical relationship F (m) [to calculate (d|m, ) and (d| )]. Maximizing
( ) thus only requires that the forward function (rather
than the inverse problem) be evaluated, and doing so implies automatically that inverted model parameter uncertainties are expected
to be minimized.
2.3 AVO design method
To calculate the optimality of a specific experimental or survey
design using eq. (5) we first construct an AVO crossplot based on
prior information about the reservoir model described by (m)
and on the survey design . Whereas Guest & Curtis (2009, 2010)
assumed a constant error with increasing offset and hence assumed
that the integral term in eq. (5) was constant and thus irrelevant from
the perspective of survey design, we now consider offset-dependent
errors and therefore also include the integral term. Fig. 1(a) shows
the standard deviation of the offset-dependent Gaussian error of the
reflection coefficient that is used here, but any other such curve
could be employed in our design method.
The work of Guest & Curtis (2009, 2010) was limited by the
design space dimensionality since the location of each selected
receiver represented an additional dimension in both and d, and
due to the required entropy calculation in eq. (5) the method suffered
strongly from the curse of dimensionality (Curtis & Lomax 2001).
In this paper, we instead define the design vector to describe the
Figure 1. (a) Offset dependent reflection coefficient error. The error value represents the standard deviation of a Gaussian error. (b) Two-term Shuey equation
solution (eq. (2) - solid line) calculated from simulated data (dots) for a specific survey design and reservoir model.
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(m) Ent { (d|m, )} dm
M
1
Ent { (d|mi , )} ,
M i=1
(8)
Figure 3. (a) Receiver density profiles for three survey designs, and (b) the corresponding cumulative number of placed receivers as a function of incident
angle. Dashed line: P = 20, Q = 0. Dotted line: P = Q = 10. Solid line: P = 0, Q = 20.
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= [P, Q] ,
3 CMP EXAMPLE
Parameter
Range
2.43.2
0.50.75
0.01
10401090
616738
100
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Parameter
Range
3643
3346
26402650
2034
719
23502680
1040
2050
3.2 Results
For all results crossplots have been discretized into 160 bins over
the range 0.5 to 0.3 in the intercept dimension and 200 bins over
the range 0.8 to 0.2 in the gradient dimension. For each survey
design the reservoir model has been sampled 200 000 times, and for
each particular reservoir model 50 realization of the data have been
produced by adding different realizations of data noise.
The optimal survey design will be defined for a given prior Earth
model parameter probability distribution, (m). The model we use
is a simple two-layer reservoir (reservoir and caprock) which in
practical situations will be located under a possibly-complex overburden. We assume that rays have been traced through the overburden so that the angles of incidence of waves at the caprockreservoir
interface are known.
To evaluate the information measure in eq. (5) we need to define
prior probability distributions over i , i and i for i = 1, 2. We
assume the caprock is a shale with known = 3048 m s1 , =
1244 m s1 and = 2400 kg m3 , the same overburden model used
by Ostrander (1984) to analyse plane-wave reflection coefficients
as a function of incident angle for a reservoir model. The corresponding values of the lower layer (the reservoir) remain unknown.
In other scenarios the parameters of the upper layer or both layers
simultaneously could be assumed unknown, and the same methods
as below can be applied to calculate the optimal survey design. Here
we wished to study how the survey design depends on the reservoir
properties alone, so we held the caprock fixed.
The parameter vector m describes the reservoir rock properties.
A reservoir petrophysical model relates reservoir rock properties
to elastic and density parameters, and forms part of the forward
function F (m). We use the semi-empirical petrophysical model of
Goldberg & Gurevich (1998) which allows sand-shale reservoirs
with different percentage sand/shale ratios and different saturating
fluids to be analysed. For a particular set of rock physical properties
(Tables 1 and 2) this allows a corresponding set of P-wave and
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Figure 4. Velocity and density histograms for a gas-filled reservoir (a)(c), an oil-filled reservoir (d)(f) and a brine-filled reservoir (g)(i) using the parameter
values in Tables 1 and 2. Shading represents the histogram frequency.
oil and brine reservoirs and eight receivers per degree for the gas
saturated reservoir.
These results for the optimal designs are intuitive. For all of
the cases in Fig. 5 there is a larger proportion of receivers at far
offsets compared to near offsets. Since the data error increases with
offset, proportionally more receivers are required at large angles of
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0.4
0.3
0.2
0.1
offset, and the dependence on the prior porosity is significantly reduced. Fig. 6 also shows that the value of P never falls below 0.3 and
although not shown, we have checked that this result is also observed
when placing up to a total of 5000 receivers. This result implies that
once over a certain threshold of total-number-of-receivers-placed,
the relative distribution of receivers remains constant and defined
by P = 0.3 so that both the crossplot gradient and intercept can be
well constrained, even given the offset-dependent error (Fig. 1a).
The results in Fig. 6 imply that the one-size-fits-all design that
was evident for the porosity and fluid content does extend to all
porosity ranges and saturating fluids when the total number of receivers is greater than 250, but does not apply when the total number
of receivers is less than 250.
Although the results above show that the optimal designs for
the CMP gather using a linear receiver density distribution can
be expressed by a one-size-fits-all design once the total number
of receivers surpasses a threshold value, no measure has yet been
quantified of how much extra information about the subsurface
Figure 5. Information gain as a function of zero offset receiver density (P) for a survey consisting of 300 receivers. Plot (a) shows the results for a low porosity
(1020 per cent: solid line) and a high porosity (3040 per cent: dashed line) gas reservoir. Plot (b) shows the results for a gas (solid line), a brine (dashed line)
and an oil (dotted line) saturated reservoir for a reservoir with a uniformly distributed porosity range from 10 to 40 per cent.
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the maximum number able to be placed using the Guest & Curtis
(2009) method using a standard desktop PC (see Guest & Curtis
2010)) for a brine saturated reservoir within the angular range of
0 to 30 . For this comparison to be fair we have used a constant
error with offset, to be consistent with the results of Guest & Curtis
(2009).
Fig. 8 shows the cumulative number of receivers placed as a
function of incident angle for the Guest & Curtis (2009) method
(solid line), a P value of 1.0 (dashed line) equating to an optimal
survey when only 10 receivers are used, and a P value of 0.3 (dotted
line) which reflects the optimal design when more than 100 receivers
are placed. Fig. 8 shows that the results calculated using the Guest &
Curtis (2009) method in part match both results calculated using the
linear receiver density method. Optimal receivers are located at both
small offsets and large offsets to accurately estimate both the AVO
gradient and intercept with a region devoid of receivers between 10
and 22 offset. This is a result unobtainable in the examples above
due to our relatively coarsely parameterized design space (linearly
varying angular receiver density). As seen in Fig. 6 placing a low
number of receivers results in the optimal design being located in
a transition zone between a P value ranging between 0.3 and 1.0.
Fig. 8 shows that the method of Guest & Curtis (2009) spans both
of these. Since the Guest & Curtis (2009) method is restricted to
placing a maximum of around 10 receivers, it is impossible to say if
additional receivers would make the optimal result from that method
tend towards the optimal result of P = 0.3.
The above implies that a hyperparameterization using only two
hyperparameters is too coarse for the purpose of this comparison.
Fig. 9(a) shows example normalized receiver density profiles and
Fig. 9(b) the corresponding normalized cumulative receiver plots
is introduced
that become possible when a third hyperparameter ( M)
to represent the receiver density at 15 , half the maximum incident
angle, and when linear interpolation is used between 0 and 15 , and
between 15 and 30 . Adding an extra hyperparameter increases the
design space by one dimension but allows more variation in survey
designs.
Optimal surveys that use a total of 10, 20, 100 and 600 receivers
were calculated for a brine saturated reservoir (Tables 1 and 2) using
the three hyperparameter model. Fig. 10 shows how the three hyperparameter results (solid line) differ from the two hyperparameter
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Figure 7. Information gain expected from using the optimal receiver distribution compared to a standard survey design of equally-spaced receivers as
a function of the total number of receivers for a general oil filled reservoir.
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Figure 9. (a) Normalized receiver density profiles for possible survey designs using three hyperparameters, and (b) the corresponding normalized cumulative
number of placed receivers, both as a function of incident angle. Note that in (a) the solid and dotted lines before and after 15 , respectively have been shifted
slightly so that they are visible.
Figure 10. Normalized cumulative placed receiver profiles for optimal surveys consisting of (a) 10 receivers, (b) 20 receivers, (c) 100 receivers and (d) 600
receivers. In each plot the dashed line represents the two hyperparameter result and the solid line the three hyperparameter result.
the 10 and 20 receiver designs are identical. However, when using three hyperparameters the results show a significant difference
with the 20 receiver design resembling the 100 and 600 receiver
designs. The addition of the extra hyperparameter now produces
optimal results that more closely resemble the result obtained using
the method of Guest & Curtis (2009). Fig. 11 shows that the 10
receiver results using the Guest & Curtis (2009) method are best
matched by the results found when placing 20 receivers using the
three hyperparameter method.
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4 DISCUSSION
Figure 12. Normalized cumulative placed receivers for optimal threehyperparameter surveys consisting of 12 receivers (solid line), 13 receivers
(dot-dash line), 14 receivers (dashed line) and 15 receivers (dotted line).
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Figure 11. Cumulative number of receivers placed for a brine filled reservoir comparing the method of Guest & Curtis (2009) with the three hyperparameter design method. The thick solid line represents the results found
using the Guest & Curtis (2009) method when 10 receivers are placed, the
thin solid line represents the optimal receiver density result for a survey using 10 receivers, the dashed line an optimal survey when using 20 receivers,
the dot-dashed line an optimal survey when using 100 receivers and the
dotted line when 600 receivers are placed.
5 C O N C LU S I O N S
A Bayesian design method has been proposed which, when combined with a reservoir model and offset-dependent error measure,
produces industrial scale, optimal AVO designs that are shown to
decrease the expected uncertainty on the reservoir parameters compared to a standard design using the same number of receivers.
Although the optimal designs are similar for different porosity values and saturating fluids, the total number of receivers in the survey
has a large affect on the optimal design. However, once a particular
threshold on the total number of receivers has been passed there
exists a one-size-fits-all design that is optimal for any porosity,
fluid content or number of receivers.
Although these optimal designs provide extra information, the
CMP gather example analysed results in gains of up to only around
5 per cent when compared to a standard survey with constant spatial
receiver separation. Even when the reduced parameterisation is redefined to be more complex, these gains generally remain less than
around 10 per cent for surveys with more than 50 receivers. When
the cost of collecting and processing the new data is accounted for
it is unlikely that this increase in information will represent value
for money. For the given prior reservoir model and offset dependent
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